Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47887.25 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46492.29 Kr¶

PnL: ---------------------------------------> -396.28 Kr¶

DD now: ---------------------------------> -1.527 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 09:25:37.622558'

Anic Portfolio¶

Today¶

Return: -0.201 %¶

This Week¶

Return: -0.054 %¶

Total¶

Return: 56.771 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.490000 3224.000000 253.000000 8.520000 2971.000006
HEBA B 70 -1.110000 2807.000000 171.000000 6.490000 2636.000010
Corem Property Group B 59 0.190000 634.250000 57.250000 9.920000 576.999999
AcadeMedia 12 -0.100000 601.800000 44.800000 8.040000 557.000004
MedCap 2 -0.220000 464.000000 43.000000 10.210000 421.000000
HMS Networks 2 -0.890000 710.800000 37.800000 5.620000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -1.180000 392.300000 37.300000 10.510000 355.000000
Boozt 12 -0.070000 1687.200000 33.200000 2.010000 1653.999996
Resurs Holding 22 0.360000 605.880000 31.880000 5.550000 573.999998
SAAB B 8 -0.050000 3401.600000 24.600000 0.730000 3377.000000
Intrum 4 0.510000 549.200000 22.200000 4.210000 527.000000
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
OEM International B 7 0.390000 546.700000 18.700000 3.540000 527.999997
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Nordea Bank Abp 29 0.720000 3468.980000 14.980000 0.430000 3453.999992
Swedbank A 3 1.350000 576.150000 12.150000 2.150000 564.000000
Securitas B 6 0.290000 581.640000 11.640000 2.040000 570.000000
Coor Service Management Hold. 8 -0.660000 543.200000 11.200000 2.110000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 572.250000 10.250000 1.820000 562.000005
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
CTEK 13 0.940000 541.710000 7.710000 1.440000 533.999999
Karnov Group 9 0.330000 543.600000 7.600000 1.420000 536.000004
Handelsbanken A 5 0.640000 549.500000 3.500000 0.640000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.190000 248.400000 2.400000 0.980000 246.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.880000 574.560000 -8.440000 -1.450000 582.999984
Essity B 2 -0.780000 558.800000 -15.200000 -2.650000 574.000000
Essity A 4 -0.880000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -1.480000 566.500000 -28.070000 -4.720000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 0.200000 552.670000 -60.330000 -9.840000 612.999432
Axfood 13 0.000000 3660.800000 -95.200000 -2.530000 3756.000001
OX2 18 -1.500000 1418.400000 -245.600000 -14.760000 1663.999992
Fasadgruppen Group 35 -0.400000 3482.500000 -328.500000 -8.620000 3810.999990
Ovzon 52 0.000000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46492.290000 -396.280000 -1.52713% 46888.564618

Updated:¶

'2023-01-24 09:25:50.301244'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶